Physics – Condensed Matter – Disordered Systems and Neural Networks
Scientific paper
2007-11-26
J. Phys.A: Math.Theor. 41 (2008) 324009 (25pp)
Physics
Condensed Matter
Disordered Systems and Neural Networks
25 pages, published version with a few misprints corrected
Scientific paper
10.1088/1751-8113/41/32/324009
We construct a N-dimensional Gaussian landscape with multiscale, translation invariant, logarithmic correlations and investigate the statistical mechanics of a single particle in this environment. In the limit of high dimension N>>1 the free energy of the system and overlap function are calculated exactly using the replica trick and Parisi's hierarchical ansatz. In the thermodynamic limit, we recover the most general version of the Derrida's Generalized Random Energy Model (GREM). The low-temperature behaviour depends essentially on the spectrum of length scales involved in the construction of the landscape. If the latter consists of K discrete values, the system is characterized by a K-step Replica Symmetry Breaking solution. We argue that our construction is in fact valid in any finite spatial dimensions $N\ge 1$. We discuss implications of our results for the singularity spectrum describing multifractality of the associated Boltzmann-Gibbs measure. Finally we discuss several generalisations and open problems, the dynamics in such a landscape and the construction of a Generalized Multifractal Random Walk.
Bouchaud Jean-Philippe
Fyodorov Yan V.
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